| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,367.25 |
3,377.50 |
10.25 |
0.3% |
3,333.00 |
| High |
3,379.75 |
3,384.75 |
5.00 |
0.1% |
3,371.75 |
| Low |
3,355.00 |
3,355.50 |
0.50 |
0.0% |
3,309.50 |
| Close |
3,376.25 |
3,362.25 |
-14.00 |
-0.4% |
3,351.00 |
| Range |
24.75 |
29.25 |
4.50 |
18.2% |
62.25 |
| ATR |
43.97 |
42.92 |
-1.05 |
-2.4% |
0.00 |
| Volume |
3,360 |
7,738 |
4,378 |
130.3% |
21,134 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,455.25 |
3,438.00 |
3,378.25 |
|
| R3 |
3,426.00 |
3,408.75 |
3,370.25 |
|
| R2 |
3,396.75 |
3,396.75 |
3,367.50 |
|
| R1 |
3,379.50 |
3,379.50 |
3,365.00 |
3,373.50 |
| PP |
3,367.50 |
3,367.50 |
3,367.50 |
3,364.50 |
| S1 |
3,350.25 |
3,350.25 |
3,359.50 |
3,344.25 |
| S2 |
3,338.25 |
3,338.25 |
3,357.00 |
|
| S3 |
3,309.00 |
3,321.00 |
3,354.25 |
|
| S4 |
3,279.75 |
3,291.75 |
3,346.25 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,530.75 |
3,503.25 |
3,385.25 |
|
| R3 |
3,468.50 |
3,441.00 |
3,368.00 |
|
| R2 |
3,406.25 |
3,406.25 |
3,362.50 |
|
| R1 |
3,378.75 |
3,378.75 |
3,356.75 |
3,392.50 |
| PP |
3,344.00 |
3,344.00 |
3,344.00 |
3,351.00 |
| S1 |
3,316.50 |
3,316.50 |
3,345.25 |
3,330.25 |
| S2 |
3,281.75 |
3,281.75 |
3,339.50 |
|
| S3 |
3,219.50 |
3,254.25 |
3,334.00 |
|
| S4 |
3,157.25 |
3,192.00 |
3,316.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,384.75 |
3,339.00 |
45.75 |
1.4% |
25.25 |
0.7% |
51% |
True |
False |
4,295 |
| 10 |
3,384.75 |
3,290.75 |
94.00 |
2.8% |
33.75 |
1.0% |
76% |
True |
False |
4,065 |
| 20 |
3,384.75 |
3,181.25 |
203.50 |
6.1% |
41.00 |
1.2% |
89% |
True |
False |
3,369 |
| 40 |
3,384.75 |
2,972.00 |
412.75 |
12.3% |
51.25 |
1.5% |
95% |
True |
False |
2,605 |
| 60 |
3,384.75 |
2,916.50 |
468.25 |
13.9% |
58.75 |
1.7% |
95% |
True |
False |
2,132 |
| 80 |
3,384.75 |
2,745.75 |
639.00 |
19.0% |
61.00 |
1.8% |
96% |
True |
False |
2,252 |
| 100 |
3,384.75 |
2,422.50 |
962.25 |
28.6% |
67.25 |
2.0% |
98% |
True |
False |
1,999 |
| 120 |
3,384.75 |
2,168.25 |
1,216.50 |
36.2% |
81.00 |
2.4% |
98% |
True |
False |
1,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,509.00 |
|
2.618 |
3,461.25 |
|
1.618 |
3,432.00 |
|
1.000 |
3,414.00 |
|
0.618 |
3,402.75 |
|
HIGH |
3,384.75 |
|
0.618 |
3,373.50 |
|
0.500 |
3,370.00 |
|
0.382 |
3,366.75 |
|
LOW |
3,355.50 |
|
0.618 |
3,337.50 |
|
1.000 |
3,326.25 |
|
1.618 |
3,308.25 |
|
2.618 |
3,279.00 |
|
4.250 |
3,231.25 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,370.00 |
3,369.50 |
| PP |
3,367.50 |
3,367.00 |
| S1 |
3,365.00 |
3,364.75 |
|